+329.5%
BP vs AU
+783.5%
-453.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.6% | +2.6% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +9.1% | +12.8% | -3.6% | +7.2% |
| 3M | +3.9% | +28.5% | -24.5% | -0.2% |
| 6M | +13.6% | +4.8% | +8.8% | +11.0% |
| YTD | +34.0% | +31.0% | +3.1% | +26.1% |
| 1Y | +39.2% | +81.4% | -42.3% | +24.1% |
| 3Y | +36.4% | +618.4% | -582.0% | -3.1% |
| 5Y | +135.8% | +686.3% | -550.5% | +61.2% |
| 10Y | +125.0% | +664.5% | -539.5% | +41.6% |
| All | +329.5% | +783.5% | -453.9% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling